Existence, uniqueness and Fréchet differentiability of \(\psi\)-estimates of parameters in stationary observation (Q1202283)
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scientific article; zbMATH DE number 108809
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence, uniqueness and Fréchet differentiability of \(\psi\)-estimates of parameters in stationary observation |
scientific article; zbMATH DE number 108809 |
Statements
Existence, uniqueness and Fréchet differentiability of \(\psi\)-estimates of parameters in stationary observation (English)
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22 February 1993
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robust estimators
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time series analysis
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generalized \(M\)-estimates
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residual autocovariance estimates
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existence
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uniqueness
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Fréchet differentiability
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stationary ergodic measure
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